Architecture value mapping: using fuzzy cognitive maps as a reasoning mechanism for multi-criteria conceptual design evaluation

The conceptual design phase is the most critical phase in the systems engineering life cycle. The design concept chosen during this phase determines the structure and behavior of the system, and consequently, its ability to fulfill its intended function. A good conceptual design is the first step in the development of a successful artifact. However, decision-making during conceptual design is inherently challenging and often unreliable. The conceptual design phase is marked by an ambiguous and imprecise set of requirements, and ill-defined system boundaries. A lack of usable data for design evaluation makes the problem worse. In order to assess a system accurately, it is necessary to capture the relationships between its physical attributes and the stakeholders\u27 value objectives. This research presents a novel conceptual architecture evaluation approach that utilizes attribute-value networks, designated as \u27Architecture Value Maps\u27, to replicate the decision makers\u27 cogitative processes. Ambiguity in the system\u27s overall objectives is reduced hierarchically to reveal a network of criteria that range from the abstract value measures to the design-specific performance measures. A symbolic representation scheme, the 2-Tuple Linguistic Representation is used to integrate different types of information into a common computational format, and Fuzzy Cognitive Maps are utilized as the reasoning engine to quantitatively evaluate potential design concepts. A Linguistic Ordered Weighted Average aggregation operator is used to rank the final alternatives based on the decision makers\u27 risk preferences. The proposed methodology provides systems architects with the capability to exploit the interrelationships between a system\u27s design attributes and the value that stakeholders associate with these attributes, in order to design robust, flexible, and affordable systems --Abstract, page iii

Quantitative risk assessment, aggregation functions and capital allocation problems

[eng] This work is focused on the study of risk measures and solutions to capital allocation problems, their suitability to answer practical questions in the framework of insurance and financial institutions and their connection with a family of functions named aggregation operators. These operators are well-known among researchers from the information sciences or fuzzy sets and systems community. The first contribution of this dissertation is the introduction of GlueVaR risk measures, a family belonging to the more general class of distortion risk measures. GlueVaR risk measures are simple to understand for risk managers in the financial and insurance sectors, because they are based on the most popular risk measures (VaR and TVaR) in both industries. For the same reason, they are almost as easy to compute as those common risk measures and, moreover, GlueVaR risk measures allow to capture more intricated managerial and regulatory attitudes towards risk. The definition of the tail-subadditivity property for a pair of risks may be considered the second contribution. A distortion risk measure which satisfies this property has the ability to be subadditive in extremely adverse scenarios. In order to decide if a GlueVaR risk measure is a candidate to satisfy the tail-subadditivity property, conditions on its parameters are determined. It is shown that distortion risk measures and several ordered weighted averaging operators in the discrete finite case are mathematically linked by means of the Choquet integral. It is shown that the overall aggregation preference of the expert may be measured by means of the local degree of orness of the distortion risk measure, which is a concept taken over from the information sciences community and brung into the quantitative risk management one. New indicators for helping to characterize the discrete Choquet integral are also presented in this dissertation. The aim is complementing those already available, in order to be able to highlight particular features of this kind of aggregation function. Following this spirit, the degree of balance, the divergence, the variance indicator and Rényi entropies as indicators within the framework of the Choquet integral are here introduced. A major contribution derived from the relationship between distortion risk measures and aggregation operators is the characterization of the risk attitude implicit into the choice of a distortion risk measure and a confidence or tolerance level. It is pointed out that the risk attitude implicit in a distortion risk measure is to some extent contained in its distortion function. In order to describe some relevant features of the distortion function, the degree of orness indicator and a quotient function are used. It is shown that these mathematical devices give insights on the implicit risk behavior involved in risk measures and entail the definitions of overall, absolute and specific risk attitudes. Regarding capital allocation problems, a list of key elements to delimit these problems is provided and mainly two contributions are made. Firstly, it is shown that GlueVaR risk measures are as useful as other alternatives like VaR or TVaR to solve capital allocation problems. The second contribution is understanding capital allocation principles as compositional data. This interpretation of capital allocation principles allows the connection between aggregation operators and capital allocation problems, with an immediate practical application: Properly averaging several available solutions to the same capital allocation problem. This thesis contains some preliminary ideas on this connection, but it seems to be a promising research field.[spa] Este trabajo se centra en el estudio de medidas de riesgo y de soluciones a problemas de asignación de capital, en su capacidad para responder cuestiones prácticas en el ámbito de las instituciones aseguradoras y financieras, y en su conexión con una familia de funciones denominadas operadores de agregación. Estos operadores son bien conocidos entre los investigadores de las comunidades de las ciencias de la información o de los conjuntos y sistemas fuzzy. La primera contribución de esta tesis es la introducción de las medidas de riesgo GlueVaR, una familia que pertenece a la clase más general de las medidas de riesgo de distorsión. Las medidas de riesgo GlueVaR son sencillas de entender para los gestores de riesgo de los sectores financiero y asegurador, puesto que están basadas en las medidas de riesgo más populares (el VaR y el TVaR) de ambas industrias. Por el mismo motivo, son casi tan fáciles de calcular como estas medidas de riesgo más comunes pero, además, las medidas de riesgo GlueVaR permiten capturar actitudes de gestión y regulatorias ante el riesgo más complicadas. La definición de la propiedad de la subadditividad en colas para un par de riesgos se puede considerar la segunda contribución. Una medida de riesgo de distorsión que cumple esta propiedad tiene la capacidad de ser subadditiva en escenarios extremadamente adversos. Con el propósito de decidir si una medida de riesgo GlueVaR es candidata a satisfacer la propiedad de la subadditividad en colas se determinan condiciones sobre sus parámetros. Se muestra que las medidas de riesgo de distorsión y varios operadores de medias ponderadas ordenadas en el caso finito y discreto están matemáticamente relacionadas a través de la integral de Choquet. Se muestra que la preferencia global de agregación del experto puede medirse usando el nivel local de orness de la medida de riesgo de distorsión, que es un concepto trasladado des de la comunidad de las ciencias de la información hacia la comunidad de la gestión cuantitativa del riesgo. Nuevos indicadores para ayudar a caracterizar las integrales de Choquet en el caso discreto también se presentan en esta disertación. Se pretende complementar a los existentes, con el fin de ser capaces de destacar características particulares de este tipo de funciones de agregación. Con este espíritu, se presentan el nivel de balance, la divergencia, el indicador de varianza y las entropías de Rényi como indicadores en el ámbito de la integral de Choquet. Una contribución relevante que se deriva de la relación entre las medidas de riesgo de distorsión y los operadores de agregación es la caracterización de la actitud ante el riesgo implícita en la elección de una medida de riesgo de distorsión y de un nivel de confianza. Se señala que la actitud ante el riesgo implícita en una medida de riesgo de distorsión está contenida, hasta cierto punto, en su función de distorsión. Para describir algunos rasgos relevantes de la función de distorsión se usan el indicador nivel de orness y una función cociente. Se muestra que estos instrumentos matemáticos aportan información relativa al comportamiento ante el riesgo implícito en las medidas de riesgo, y que de ellos se derivan las definiciones de les actitudes ante el riego de tipo general, absoluto y específico. En cuanto a los problemas de asignación de capital, se proporciona un listado de elementos clave para delimitar estos problemas y se hacen principalmente dos contribuciones. En primer lugar, se muestra que las medidas de riesgo GlueVaR son tan útiles como otras alternativas tales como el VaR o el TVaR para resolver problemas de asignación de capital. La segunda contribución consiste en entender los principios de asignación de capital como datos composicionales. Esta interpretación de los principios de asignación de capital permite establecer conexión entre los operadores de agregación y los problemas de asignación de capital, con una aplicación práctica inmediata: calcular debidamente la media de diferentes soluciones disponibles para el mismo problema de asignación de capital. Esta tesis contiene algunas ideas preliminares sobre esta conexión, pero parece un campo de investigación prometedor

Induced and logarithmic distances with multi-region aggregation operators

Copyright © 2019 The Author(s). Published by VGTU Press. This paper introduces the induced ordered weighted logarithmic averaging IOWLAD and multiregion induced ordered weighted logarithmic averaging MR-IOWLAD operators. The distinctive characteristic of these operators lies in the notion of distance measures combined with the complex reordering mechanism of inducing variables and the properties of the logarithmic averaging operators. The main advantage of MR-IOWLAD operators is their design, which is specifically thought to aid in decision-making when a set of diverse regions with different properties must be considered. Moreover, the induced weighting vector and the distance measure mechanisms of the operator allow for the wider modeling of problems, including heterogeneous information and the complex attitudinal character of experts, when aiming for an ideal scenario. Along with analyzing the main properties of the IOWLAD operators, their families and specific cases, we also introduce some extensions, such as the induced generalized ordered weighted averaging IGOWLAD operator and Choquet integrals. We present the induced Choquet logarithmic distance averaging ICLD operator and the generalized induced Choquet logarithmic distance averaging IGCLD operator. Finally, an illustrative example is proposed, including real-world information retrieved from the United Nations World Statistics for global regions

Enhancing the ELECTRE decision support method with semantic data

Prendre una decisió quan les opcions es defineixen mitjançant un conjunt divers de criteris no és fàcil. Aqueta tesi es centra en ampliar la metodologia ELECTRE, que és el mètode del tipus "outranking" més utilitzat. En aquesta tesi ens centrem en problemes de decisió que involucren informació no numèrica, tal com els criteris semàntics multivaluats, que poden prendre com a valors els conceptes d'una ontologia de domini determinada. Primer proposo una nova manera de manipular els criteris semàntics per evitar l'agregació de les puntuacions numèriques abans del procediment de classificació. Aquest mètode, anomenat ELECTRE-SEM, segueix els mateixos principis que el clàssic ELECTRE però, en aquest cas, els índexs de concordança i discordança es defineixen en termes de la comparació per parelles de les puntuacions que indiquen l'interès de l'usuari sobre diferents conceptes de l'ontologia. En segon lloc, proposo crear un perfil d'usuari semàntic mitjançant el emmagatzemant de puntuacions de preferències a l'ontologia. Es vincula una puntuació d'interès numèrica als conceptes més específics, això permet distingir millor les preferències de l'usuari, i també s'incorpora un procediment d'agregació per inferir les preferències de l'usuari considerant les relacions taxonòmiques entre conceptes. La metodologia proposada s'ha aplicat en dos casos d’estudi: l'avaluació de plantes de generació d'energia i la recomanació d'activitats turístiques a Tarragona.Tomar una decisión cuando las opciones se definen sobre un conjunto diverso de criterios no es fácil. Esta tesis se centra en ampliar la metodología ELECTRE, que es el método del tipo "outranking" más utilizado. En esta tesis nos centramos en problemas de decisión que involucren información no numérica, tal como los criterios semánticos multi-valuados, que pueden tomar como valores los conceptos de una ontología de dominio determinada. Primero propongo una nueva forma de manejar los criterios semánticos para evitar la agregación de puntuaciones numéricas antes del procedimiento de clasificación. Este método, llamado ELECTRE-SEM, sigue los mismos principios que el clásico ELECTRE, pero en este caso los índices de concordancia y discordancia se definen en términos de la comparación por pares de unas puntuaciones que indican el interés del usuario sobre distintos conceptos de la ontología. En segundo lugar, propongo crear un perfil de usuario semántico mediante el almacenamiento de puntuaciones de preferencias en la ontología. Se asocian puntuaciones numéricas a los conceptos más específicos, lo cual permite distinguir mejor las preferencias del usuario, y se incorpora un proceso de agregación para inferir las preferencias del usuario mediante las relaciones taxonómicas entre conceptos. La metodología propuesta ha sido aplicada en dos casos de estudio: la evaluación de las plantas de generación de energía y la recomendación de actividades turísticas en Tarragona.Reach a decision when options are defined on a set of diverse criteria is not easy. This thesis is focused on improving the methodology ELECTRE, which is the most used outranking-based method. In this dissertation, we focus on decision problems involving non-numerical information, such as multi-valued semantic criteria, which may take as values the concepts of a given domain ontology. First, I propose a new way of handling semantic criteria to avoid the aggregation of the numerical scores before the ranking procedure. This method, called ELECTRE-SEM, follows the same principles than the classic ELECTRE but in this case the concordance and discordance indices are defined in terms of the pairwise comparison of the interest scores. Second, I also propose to create a semantic user profile by storing preference scores into the ontology. The numerical interest score attached to the most specific concepts permits to distinguish better the preferences of the user, improving the quality of the decision by the incorporation of an aggregation methodology to infer the user's preferences by considering taxonomic relations between concepts. The proposed methodology has been applied in two case studies: the assessment of power generation plants and the recommendation of touristic activities in Tarragona

Use of aggregation functions in decision making

A key component of many decision making processes is the aggregation step, whereby a set of numbers is summarised with a single representative value. This research showed that aggregation functions can provide a mathematical formalism to deal with issues like vagueness and uncertainty, which arise naturally in various decision contexts

Blind restoration of images with penalty-based decision making : a consensus approach

In this thesis we show a relationship between fuzzy decision making and image processing . Various applications for image noise reduction with consensus methodology are introduced. A new approach is introduced to deal with non-stationary Gaussian noise and spatial non-stationary noise in MRI

An Integrated Supplier Selection Methodology Based On Fuzzy Ahp And Electre Iii Methods Under Group Decision Making Environment

Tez (Yüksek Lisans) -- İstanbul Teknik Üniversitesi, Fen Bilimleri Enstitüsü, 2009Thesis (M.Sc.) -- İstanbul Technical University, Institute of Science and Technology, 2009Tedarikçi seçimi çok kriterli karar verme problemidir ve ayrıca doğasında belirsizlik ve kararsızlık bulunur. Bu yüzden tedarikçi seçimi problemlerinde bulanık çok kriterli karar verme metodlarına basvurulmalıdır. Buna ilaveten, çoğunlukla birden çok kisinin tedarikçi seçiminde sorumlu olması nedeniyle, problem grup kararı verme olarak düsünülmelidir. Bu çalısmada, küreselleşmenin genişlemesine, dünya çapında artan rekabete, ürünlerin yaşam çevrimlerinin kısalmasına ve değişken müsteri davranışlarına bağlı olarak, grup karar verme ortamında bulanık AHP ve ELECTRE III metodlarına dayalı bütünleştirilmiş bir tedarikçi seçim metodolojisi oluşturulmuştur. Öncelikle bireylerin tercihleri grup kararına dilsel değişkenler kullanılarak dönüştürülmüştür. Daha sonra kriterler bulanık AHP metodu ile değerlendirilmiş ve kriterlerin önem ağırlıkları elde edilmiştir. Bu ağırlıklar dikkate alınarak tedarikçiler ELECTRE III metodu ile sıralanmışlardır.Supplier selection is multiple criteria decision-making problem and furthermore it has ambiguity and imprecision in its nature. Thus, a fuzzy multiple criteria decision-making technique should be used for supplier selection problems. Moreover, because mostly more than one person is responsible, supplier selection problem should be considered as group decision making. In this study, due to increasing globalization, worldwide competition, technological developments, short life cycles of product and inconstant consumer behaviors, an integrated supplier selection methodology based on fuzzy analytic hierarchy process and ELECTRE III methods under group decision making environment has been formed. First, individual preferences are aggregated into group decision with using linguistic variables. Then the group evaluates criteria via fuzzy AHP method and suppliers are ranked via ELECTRE III.Yüksek LisansM.Sc

Dynamic adaptation of user profiles in recommender systems

In a period of time in which the content available through the Internet increases exponentially and is more easily accessible every day, techniques for aiding the selection and extraction of important and personalised information are of vital importance. Recommender Systems (RS) appear as a tool to help the user in a decision making process by evaluating a set of objects or alternatives and aiding the user at choosing which one/s of them suits better his/her interests or preferences. Those preferences need to be accurate enough to produce adequate recommendations and should be updated if the user changes his/her likes or if they are incorrect or incomplete. In this work an adequate model for managing user preferences in a multi-attribute (numerical and categorical) environment is presented to aid at providing recommendations in those kinds of contexts. The evaluation process of the recommender system designed is supported by a new aggregation operator (Unbalanced LOWA) that enables the combination of the information that defines an alternative into a single value, which then is used to rank the whole set of alternatives. After the recommendation has been made, learning processes have been designed to evaluate the user interaction with the system to find out, in a dynamic and unsupervised way, if the user profile in which the recommendation process relies on needs to be updated with new preferences. The work detailed in this document also includes extensive evaluation and testing of all the elements that take part in the recommendation and learning processes

Journal of Telecommunications and Information Technology, 2009, nr 3

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